Yes, you can use your web application to authenticate against Azure Active Directory by using Open ID Connect. Refer the following URLs that explains the step by step process for integrating AAD with website
If the app is hosted in Azure app service, the following document help you.
https://learn.microsoft.com/en-us/azure/app-service/configure-authentication-provider-aad
Once you enable the authentication, and if a user copy the URL of an authenticated resource, and try to access it from an unauthenticated browser, the request will not be served.
Hope this helps